Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-05-11 11.933367 13.667004 15.535898 17.696841 20.122964 22.758979 25.836070
2025-05-18 9.252314 11.568207 14.260187 17.606272 21.638482 26.324581 32.165645
2025-05-25 8.014746 10.599220 13.750460 17.848714 23.007812 29.254427 37.354119
2025-06-01 6.942269 9.662403 13.125699 17.816239 23.954300 31.658926 41.998876
2025-06-08 6.073463 8.844001 12.508227 17.649462 24.606374 33.612615 46.058304
2025-06-15 5.474325 8.305535 12.180907 17.793455 25.617707 36.026710 50.785019
2025-06-22 5.092361 8.017820 12.147827 18.300770 27.107858 39.109162 56.512236
2025-06-29 4.560413 7.450733 11.658214 18.103945 27.571970 40.779354 60.353570
2025-07-06 3.926604 6.661983 10.769953 17.243020 27.001202 40.934658 62.036600
2025-07-13 3.698763 6.478300 10.763213 17.675640 28.322908 43.821332 67.714159
2025-07-20 3.472176 6.272091 10.698912 18.003402 29.488542 46.515653 73.210961
2025-07-27 3.184631 5.936089 10.399093 17.932771 30.025162 48.283168 77.391384
2025-08-03 2.881408 5.550670 9.997708 17.684034 30.287336 49.677931 81.126587
2025-08-10 2.659168 5.285544 9.773422 17.705097 30.973290 51.748173 85.983450
2025-08-17 2.492218 5.101942 9.668585 17.908977 31.951807 54.299163 91.670621
2025-08-24 2.304960 4.861981 9.445214 17.890356 32.552155 56.265152 96.503661
2025-08-31 2.113030 4.593605 9.148329 17.718093 32.873725 57.781235 100.660005
2025-09-07 1.984586 4.436079 9.038255 17.864310 33.738022 60.207465 106.372511
2025-09-14 1.914767 4.389073 9.127774 18.372808 35.252006 63.764741 114.072106
2025-09-21 1.761331 4.155211 8.845399 18.175505 35.501953 65.199827 118.283232
2025-09-28 1.544673 3.765661 8.231056 17.311455 34.499716 64.445899 118.755556
2025-10-05 1.490615 3.722583 8.295788 17.745636 35.883198 67.858796 126.458938
2025-10-12 1.428672 3.655932 8.307323 18.074548 37.083259 70.991677 133.784137